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This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
- Cited by 3316
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
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- Published online by Cambridge University Press:
- 08 June 2004, pp. 597-625
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- Cited by 2701
Multivariate Simultaneous Generalized ARCH
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- 11 February 2009, pp. 122-150
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- Cited by 918
Testing Identifiability and Specification in Instrumental Variable Models
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- 11 February 2009, pp. 222-240
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- Cited by 801
Asymptotically Efficient Estimation of Cointegration Regressions
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- 11 February 2009, pp. 1-21
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- Cited by 684
Stationarity and Persistence in the GARCH(1,1) Model
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- 11 February 2009, pp. 318-334
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- Cited by 647
Which Moments to Match?
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 657-681
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- Cited by 586
UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
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- 01 December 1999, pp. 814-823
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- Cited by 532
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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- 31 January 2003, pp. 280-310
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- Cited by 525
Estimating Multiple Breaks One at a Time
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- 11 February 2009, pp. 315-352
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- Cited by 451
Asymptotics for Least Absolute Deviation Regression Estimators
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- 11 February 2009, pp. 186-199
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- Cited by 412
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
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- 01 October 2004, pp. 813-843
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- Cited by 407
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator
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- 11 February 2009, pp. 29-52
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- Cited by 406
MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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- 08 February 2005, pp. 21-59
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- Cited by 379
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
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- 06 March 2002, pp. 17-39
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- Cited by 343
Statistical Inference in Regressions with Integrated Processes: Part 1
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- 18 October 2010, pp. 468-497
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- Cited by 339
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
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- 19 January 2012, pp. 861-887
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- Cited by 328
Asymptotic Theory for ARCH Models: Estimation and Testing
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- 18 October 2010, pp. 107-131
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- Cited by 317
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
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- 01 December 2009, pp. 1754-1792
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- Cited by 306
STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS
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- 01 February 1998, pp. 70-86
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- Cited by 303
Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation
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- 18 October 2010, pp. 1-27
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